4017金融与交易中等derivationmedium
Minimum-Variance Hedge Ratio 2
题目
A spot exposure has volatility 30%, correlation 0.75 to the hedging futures, and desired hedge ratio 0.9. What futures volatility is implied?
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提交作答时记录，用于后续平均用时统计。
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题目
A spot exposure has volatility 30%, correlation 0.75 to the hedging futures, and desired hedge ratio 0.9. What futures volatility is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案